+92.2%
MDLZ vs SHW
+371.2%
-279.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | +10.0% | +12.1% | -2.1% | +5.9% |
| 3M | +7.1% | -3.0% | +10.0% | +7.9% |
| 6M | +9.8% | +13.5% | -3.7% | +4.7% |
| YTD | +26.6% | +11.2% | +15.4% | +21.1% |
| 1Y | +20.3% | +6.2% | +14.1% | +16.8% |
| 3Y | +5.4% | +45.6% | -40.2% | -10.1% |
| 5Y | +22.2% | +15.6% | +6.6% | +11.1% |
| 10Y | +92.2% | +356.5% | -264.3% | +11.1% |
| All | +92.2% | +371.2% | -279.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling